Impact of the introduction of call auction on price discovery: Evidence from the Indian stock market using high-frequency data-Reference-Cited by-同舟云学术

Impact of the introduction of call auction on price discovery: Evidence from the Indian stock market using high-frequency data

Published:2015-05 Issue: Volume:39 Page:167-178
ISSN:1057-5219
Container-title:International Review of Financial Analysis
language:en
Short-container-title:International Review of Financial Analysis

Author:

Agarwalla Sobhesh Kumar,Jacob Joshy,Pandey Ajay

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference30 articles.

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4. Price discovery and trading after hours;Barclay;Review of Financial Studies,2003

5. A comparison of trading and non-trading mechanisms for price discovery;Barclay;Journal of Empirical Finance,2008

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